Examination of information release on return volatility: A market and sectoral analysis()

This paper examines the role of information release in explaining the return volatility of the Australian equity market. The study applies proxies of greater accuracy to examine the effect of public and private information on return volatility. Analyst price targets (PTR) and Morningstar stock star...

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Detalles Bibliográficos
Autores principales: Prasad, Mason, Bakry, Walid, Varua, Maria Estela
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7260437/
https://www.ncbi.nlm.nih.gov/pubmed/32490224
http://dx.doi.org/10.1016/j.heliyon.2020.e03885

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7260437/
https://www.ncbi.nlm.nih.gov/pubmed/32490224
http://dx.doi.org/10.1016/j.heliyon.2020.e03885

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